+243.9%
APLD vs FSLR
+129.6%
+114.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +1.9% |
| 7D | -6.3% | -2.6% | -3.7% | -5.8% |
| 30D | -29.6% | +1.8% | -31.3% | -30.2% |
| 3M | -42.6% | -24.4% | -18.2% | -36.7% |
| 6M | -59.6% | -17.7% | -41.8% | -56.6% |
| YTD | -32.0% | -30.7% | -1.3% | -23.5% |
| 1Y | -46.9% | -33.6% | -13.3% | -39.2% |
| 3Y | +255.7% | +35.1% | +220.5% | +178.6% |
| All | +243.9% | +129.6% | +114.3% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FSLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling